+1,882.3%
MKC vs BWA
+3,492.4%
-1,610.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.3% |
| 7D | -5.9% | +5.7% | -11.5% | -6.6% |
| 30D | -0.9% | +1.4% | -2.3% | -1.2% |
| 3M | +12.7% | -12.1% | +24.8% | +14.2% |
| 6M | -19.3% | +28.6% | -47.9% | -22.6% |
| YTD | -22.2% | +51.1% | -73.2% | -27.2% |
| 1Y | -23.3% | +55.9% | -79.2% | -28.7% |
| 3Y | -30.0% | +70.1% | -100.1% | -36.4% |
| 5Y | -33.8% | +90.7% | -124.4% | -41.6% |
| 10Y | +24.4% | +154.0% | -129.5% | +1.2% |
| All | +1,882.3% | +3,492.4% | -1,610.1% | +1,018.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling